Although a method of using, as a raw material, an alkene or an alcohol capable of producing an alkene through its intramolecular dehydration reaction, thereby producing a corresponding unsaturated aldehyde or unsaturated carboxylic acid is widely carried out on an industrial scale, the generation of a local high-temperature portion (hot spot) in a catalyst layer is of a serious problem. The generation of a hot spot leads to shortening of a catalyst life, lowering of the yield to be caused due to an excessive oxidation reaction, and in the worst case, a runaway reaction, and therefore, there are made some proposals regarding a technology of controlling the activity of a catalyst to be filled in a portion where the hot spot is generated in order to suppress the hot spot temperature. For example, Patent Document 1 discloses a technology of decreasing the hot spot temperature by using a catalyst whose activity is adjusted by varying the supporting amount or using a catalyst whose activity is adjusted by varying the calcination temperature of the catalyst. Patent Document 2 discloses a technology of using a catalyst whose activity is adjusted by varying a ratio of the apparent density of the catalyst. Patent Document 3 discloses a technology of using a catalyst whose activity is adjusted by not only varying the content of an inert component of the shaped catalyst but also varying the occupation volume of the shaped catalyst, the kind and/or amount of the alkali metal, and the calcination temperature of the catalyst. Patent Document 4 discloses a technology of providing reaction zones in which the occupation volume of the shaped catalyst is varied and mixing an inert substance in at least one reaction zone. Patent Document 5 discloses a technology of using a catalyst whose activity is adjusted by varying the calcination temperature of the catalyst. Patent Document 6 discloses a technology of using a catalyst whose activity is adjusted by varying the occupation volume of the catalyst, the calcination temperature, and/or the kind or amount of the alkali metal.